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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
-16.36%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$4.44B
AUM Growth
-$10.4B
Cap. Flow
-$9.3B
Cap. Flow %
-209.44%
Top 10 Hldgs %
50.22%
Holding
2,687
New
395
Increased
175
Reduced
688
Closed
1,412

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$105M
2
CFXA
Colfax Corporation 5.75% Tangible Equity Units
CFXA
+$36.1M
3
BDXA
Becton, Dickinson and Company Depositary Shares, each Representing a 1/20th Interest in a Share of 6
BDXA
+$34.8M
4
CCI.PRA
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
+$30M
5
FTV.PRA
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
+$19.4M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$396M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$35.8M
3
MDY icon
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
+$9.1M
4
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$6.93M
5
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$5.78M

Sector Composition

Rank Sector Weight
1 Financials 0.71%
2 Consumer Discretionary 0.65%
3 Technology 0.58%
4 Utilities 0.56%
5 Communication Services 0.45%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PH icon
726
PUT
Parker-Hannifin
PH
$123B
$376K 0.01%
2,900
-3,500
-55% -$634K
IPGP icon
727
CALL
IPG Photonics
IPGP
$3.61B
$375K 0.01%
3,400
-1,800
-35% -$235K
HES
728
DELISTED
Hess
HES
$374K 0.01%
+11,236
New +$608K
ROP icon
729
PUT
Roper Technologies
ROP
$38.8B
$374K 0.01%
1,200
-3,700
-76% -$1.31M
KR icon
730
CALL
Kroger
KR
$35.4B
$373K 0.01%
12,400
-118,200
-91% -$3.47M
MPC icon
731
CALL
Marathon Petroleum
MPC
$92.4B
$373K 0.01%
15,800
-127,700
-89% -$5.88M
BMO icon
732
PUT
Bank of Montreal
BMO
$126B
$372K 0.01%
7,400
+3,200
+76% +$217K
OIH icon
733
VanEck Oil Services ETF
OIH
$2.06B
$372K 0.01%
4,621
-11,419
-71% -$2.12M
PM icon
734
PUT
Philip Morris
PM
$297B
$372K 0.01%
5,100
-29,500
-85% -$2.43M
EMR icon
735
Emerson Electric
EMR
$83.9B
$370K 0.01%
+7,762
New +$511K
KHC icon
736
CALL
Kraft Heinz
KHC
$30.7B
$369K 0.01%
14,900
-91,500
-86% -$2.51M
WHR icon
737
PUT
Whirlpool
WHR
$2.43B
$369K 0.01%
4,300
-20,500
-83% -$2.69M
MRO
738
DELISTED
Marathon Oil Corporation
MRO
$368K 0.01%
111,946
+101,423
+964% +$935K
CRWD icon
739
CALL
CrowdStrike
CRWD
$194B
$367K 0.01%
26,400
-58,000
-69% -$819K
FEX icon
740
First Trust Large Cap Core AlphaDEX Fund
FEX
$1.57B
$367K 0.01%
+7,706
New +$462K
TROW icon
741
T. Rowe Price
TROW
$23.9B
$367K 0.01%
+3,758
New +$460K
HEWJ icon
742
iShares Currency Hedged MSCI Japan ETF
HEWJ
$717M
$366K 0.01%
+13,456
New +$414K
TD icon
743
PUT
Toronto Dominion Bank
TD
$198B
$365K 0.01%
8,600
-69,900
-89% -$3.59M
IWO icon
744
CALL
iShares Russell 2000 Growth ETF
IWO
$14.3B
$364K 0.01%
2,300
+600
+35% +$119K
LII icon
745
CALL
Lennox International
LII
$14.4B
$364K 0.01%
2,000
-1,100
-35% -$254K
SPOT icon
746
CALL
Spotify
SPOT
$103B
$364K 0.01%
3,000
-16,600
-85% -$2.35M
CDNS icon
747
CALL
Cadence Design Systems
CDNS
$93.6B
$363K 0.01%
5,500
+2,300
+72% +$160K
EWS icon
748
iShares MSCI Singapore ETF
EWS
$1.04B
$363K 0.01%
+20,903
New +$454K
IGLB icon
749
iShares 10+ Year Investment Grade Corporate Bond ETF
IGLB
$2.62B
$363K 0.01%
+5,700
New +$380K
DG icon
750
CALL
Dollar General
DG
$28B
$362K 0.01%
2,400
-18,000
-88% -$2.78M
28 29
30
31 32

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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Two Sigma Securities's Q1 2020 Portfolio in Review

As of Q1 2020, Two Sigma Securities held 2,687 positions worth $4.44B, down 70% from $14.8B the previous quarter. Its ten largest holdings account for 50% of the portfolio.

Two Sigma Securities withdrew a net $9.3B in Q1 2020, closing 1,412 positions and reducing 688 holdings. Its most notable exit was iShares 0-1 Year Treasury Bond ETF, an estimated $6.93M position sold in full.

By sector, the portfolio is most concentrated in Financials at 0.71% of assets, up from 0.26% a quarter earlier, followed by Consumer Discretionary and Technology.

Against the trend, Two Sigma Securities opened a new position in State Street Financial Select Sector SPDR ETF worth $6.14M.

  • Two Sigma Securities's largest Q1 2020 buy was State Street Financial Select Sector SPDR ETF: 294,730 shares worth $6.14M.
  • Two Sigma Securities added most to iShares Core S&P 500 ETF in Q1 2020, an estimated $105M increase.
  • Two Sigma Securities's biggest Q1 2020 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $396M.
  • Two Sigma Securities fully exited iShares 0-1 Year Treasury Bond ETF in Q1 2020, selling an estimated $6.93M.
  • Two Sigma Securities's ten largest holdings make up 50% of its $4.44B portfolio in Q1 2020.
  • Two Sigma Securities opened 395 new positions and closed 1,412 in Q1 2020.
  • Two Sigma Securities's portfolio value fell 70% quarter-over-quarter to $4.44B.

Based on Two Sigma Securities's 13F filing for Q1 2020, filed 15 May 2020.